+28.0%
NU vs FAST
+98.5%
-70.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.4% | +12.1% |
| 7D | +9.9% | +4.2% | +5.7% | +7.4% |
| 30D | -11.5% | +6.7% | -18.1% | -14.7% |
| 3M | -5.1% | +8.0% | -13.1% | -9.4% |
| 6M | +3.1% | +27.4% | -24.3% | -11.3% |
| YTD | -21.0% | +40.5% | -61.5% | -37.0% |
| 1Y | -15.2% | +38.4% | -53.6% | -31.8% |
| 3Y | +56.4% | +98.7% | -42.2% | -7.8% |
| All | +28.0% | +98.5% | -70.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling